STRASMORE/EXPLORE 2,170 QUERIES

One day move size across six household names, five years to July 2026

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-10, from How Futures Margin Works: SPAN and Calls.

as of ranking 6×3read in context →
One day move size across six household names, five years to July 2026 — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickermedian_move_pctpct99_move_pct
AMD1.9510.77
AAPL0.865.6
MSFT0.945.47
XOM15.11
KO0.63.52
SPY0.573.25
Rows × columns
6 × 3
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for One day move size across six household names, five years to July 2026, derived from the stored result.
ColumnTypeRangeNotes
ticker text 6 distinct values (AAPL, AMD, KO…)
median_move_pct number 0.57 to 1.95 percent
pct99_move_pct number 3.25 to 10.77 percent

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

the exact SQL behind every number 
WITH moves AS
(
    SELECT
        ticker,
        date,
        toFloat64(close) AS close_px,
        lagInFrame(toFloat64(close)) OVER
            (PARTITION BY ticker ORDER BY date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('SPY', 'KO', 'XOM', 'MSFT', 'AAPL', 'AMD')
      AND date >= '2021-08-01'
      AND date <  '2026-08-01'
)
SELECT
    ticker,
    round(quantileDeterministic(0.50)(abs(close_px / prev_close - 1) * 100,
                                      toUInt64(toUnixTimestamp(date))), 2) AS median_move_pct,
    round(quantileDeterministic(0.99)(abs(close_px / prev_close - 1) * 100,
                                      toUInt64(toUnixTimestamp(date))), 2) AS pct99_move_pct
FROM moves
WHERE prev_close > 0
GROUP BY ticker
ORDER BY pct99_move_pct DESC

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisHow Futures Margin Works: SPAN and Calls
A decade of SPY daily closing moves, sorted into size buckets ranking 6×3 → SPY typical and largest daily move, month by month since 2019 series 91×4 → Short term Treasury yields, the reference a stock margin loan is priced off series 91×4 → Buyer and seller collateral at every contract price ranking 19×4 → Return on collateral for each side, by contract price ranking 13×4 → Reg T minimum branches for one uncovered AAPL call, by strike (dollars per share) ranking 12×4 → See all 2,170 queries →